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Option pricing theory
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Review of derivatives research
International journal of theoretical and applied finance
536
European journal of operational research : EJOR
336
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
The journal of futures markets
288
Applied mathematical finance
269
The journal of computational finance
267
Finance and stochastics
251
Journal of banking & finance
241
Quantitative finance
227
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of economic dynamics & control
200
Insurance / Mathematics & economics
187
Journal of econometrics
184
Finance research letters
149
Computational economics
146
Risks : open access journal
134
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127
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125
International journal of financial engineering
123
Operations research letters
117
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The North American journal of economics and finance : a journal of financial economics studies
107
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101
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80
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1
Option pricing using variance gamma Markov Chains
Konikov, Mikhail
;
Madan, Dilip B.
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 58-115
Persistent link: https://www.econbiz.de/10001652024
Saved in:
2
Valuing reload options
Ingersoll, Jonathan E.
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 67-105
Persistent link: https://www.econbiz.de/10003441193
Saved in:
3
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10008695491
Saved in:
4
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 241-259
Persistent link: https://www.econbiz.de/10010529622
Saved in:
5
Valuation of American partial barrier options
Jun, Doobae
;
Ku, Hyejin
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10009774397
Saved in:
6
On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo
;
Lim, Hyuncheul
;
Lee, Sungchul
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
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7
Option pricing bounds and the elasticity of the pricing kernel
Huang, James
- In:
Review of derivatives research
7
(
2004
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10002012133
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8
Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
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9
An extended set of risk neutral valuation relationships for the pricing of contingent claims
Câmara, António
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001445809
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10
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
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